Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,218 CHF | 492,718 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,779 CHF | 493,279 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,597 CHF | 498,097 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,225 CHF | 496,725 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,388 CHF | 496,888 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,955 CHF | 496,455 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,952 CHF | 501,452 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,348 CHF | 503,848 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 499,882 | 500,762 CHF | 503,143 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,472 CHF | 500,972 CHF | 98.68% | 98.68% |